+4,087.3%
FDX vs FHN
+1,824.4%
+2,262.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.5% | +1.2% | -3.7% | -2.9% |
| 30D | +3.8% | -4.7% | +8.5% | +5.3% |
| 3M | -1.3% | +3.5% | -4.9% | -2.5% |
| 6M | +5.0% | +7.8% | -2.8% | +2.5% |
| YTD | +39.6% | +5.9% | +33.8% | +36.9% |
| 1Y | +81.1% | +12.5% | +68.7% | +73.7% |
| 3Y | +63.0% | +117.2% | -54.2% | +25.7% |
| 5Y | +65.6% | +86.5% | -20.9% | +25.1% |
| 10Y | +183.4% | +125.7% | +57.6% | +87.6% |
| All | +4,087.3% | +1,824.4% | +2,262.9% | +1,120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling